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In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources to sequentially arriving queries over a finite horizon.…

Machine Learning · Computer Science 2026-02-23 Yiding Feng , Jiashuo Jiang , Yige Wang

We consider the problem of online allocation subject to a long-term fairness penalty. Contrary to existing works, however, we do not assume that the decision-maker observes the protected attributes -- which is often unrealistic in practice.…

Machine Learning · Computer Science 2023-12-05 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…

Networking and Internet Architecture · Computer Science 2017-01-19 M. Sadegh Talebi , Zhenhua Zou , Richard Combes , Alexandre Proutiere , Mikael Johansson

In the online simple knapsack problem items are presented in an iterative fashion and an algorithm has to decide for each item whether to reject or permanently include it into the knapsack without any knowledge about the rest of the…

Data Structures and Algorithms · Computer Science 2022-02-07 Hans-Joachim Boeckenhauer , Elisabet Burjons , Fabian Frei , Juraj Hromkovic , Henri Lotze , Peter Rossmanith

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

We study a general online combinatorial auction problem in algorithmic mechanism design. A provider allocates multiple types of capacity-limited resources to customers that arrive in a sequential and arbitrary manner. Each customer has a…

Computer Science and Game Theory · Computer Science 2023-10-10 Xiaoqi Tan , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…

Optimization and Control · Mathematics 2023-03-07 Yuwei Chen , Zengde Deng , Yinzhi Zhou , Zaiyi Chen , Yujie Chen , Haoyuan Hu

This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…

Optimization and Control · Mathematics 2024-05-06 Kunpeng Zhang , Xinlei Yi , Yuzhe Li , Ming Cao , Tianyou Chai , Tao Yang

We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

Optimization and Control · Mathematics 2018-05-16 Clifford Stein , Van-Anh Truong , Xinshang Wang

We study a single-server scheduling problem for the objective of minimizing the expected cumulative holding cost incurred by jobs, where parameters defining stochastic job holding costs are unknown to the scheduler. We consider a general…

Machine Learning · Computer Science 2022-09-22 Dabeen Lee , Milan Vojnovic

This paper studies the problem of congestion control and scheduling in ad hoc wireless networks that have to support a mixture of best-effort and real-time traffic. Optimization and stochastic network theory have been successful in…

Networking and Internet Architecture · Computer Science 2009-12-13 Juan Jose Jaramillo , R. Srikant

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…

Artificial Intelligence · Computer Science 2022-09-13 Yohai Trabelsi , Abhijin Adiga , Sarit Kraus , S. S. Ravi

With the popularity of the Internet, traditional offline resource allocation has evolved into a new form, called online resource allocation. It features the online arrivals of agents in the system and the real-time decision-making…

Artificial Intelligence · Computer Science 2020-12-17 Yifan Xu , Pan Xu , Jianping Pan , Jun Tao

This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without…

Optimization and Control · Mathematics 2022-08-04 Seyyed Shaho Alaviani , Atul Gajanan Kelkar , Umesh Vaidya

Mobile edge computing (MEC) emerges as a promising solution for servicing delay-sensitive tasks at the edge network. A body of recent literature started to focus on cost-efficient service placement and request scheduling. This work…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-27 Lina Su , Ne Wang , Ruiting Zhou , Zongpeng Li

We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…

Optimization and Control · Mathematics 2022-07-14 Yiheng Lin , Judy Gan , Guannan Qu , Yash Kanoria , Adam Wierman
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